In a rare interview, Annabel Goldsmith talks candidly about the two loves of her life - her late husband Jimmy and her dog Copper

Lady Annabel Goldsmith is poised elegantly on an antique sofa in the drawing room of her £10million redbrick Queen Anne mansion, reflecting on the similarities between her favourite dog, Copper, and her late husband, the billionaire tycoon Sir James Goldsmith.

She has just written a book about Copper, a somewhat roguish, randy, arrogant mongrel who had a tendency to stray from the family home near Richmond Park in London whenever the scent of a bitch on heat was in the air.

Two years ago, she wrote her memoirs, Annabel: An Unconventional Life, in which she revealed the true extent of her second husband's infidelities.

Until his death in 1997, she chose to live with the fact that he had a mistress in New York and was still seeing his first wife, whom he left for Annabel.

"My late husband and Copper had a lot in common," she says, searching for a delicate way to explain herself. "Jimmy was not at all a doggy person, yet he was intrigued by Copper. I think he recognised that same free spirit in him. They certainly both had an eye for the ladies!"

In her new book, which is written from Copper's point of view, Lady Annabel uses this device to have a wry dig at her husband's affairs.

In one chapter, she has Copper saying: "Top dog in the household was Jimmy, but he spent a lot of time away hunting and foraging. I've a feeling he was rather like my father: a wanderer.

"I suppose I found it hard to accept a top dog who was away so much and, in addition to that, I had begun to realise that if Mum (Lady Annabel) seemed a bit depressed, it usually had something to do with her missing him."

It is a telling insight into the kind of life Lady Annabel must have endured throughout her marriage to an adulterous husband. But she did so uncomplainingly. After all, she herself had been his mistress for many years before they married.

At the time, he was married to his second wife, Ginette, and Annabel was still married to Mark Birley - founder of Annabel's, the nightclub he named after her - by whom she had three children (Rupert, Robin and India Jane).

As a mistress, she had two children by Goldsmith - Zac and Jemima - before they married and had a third child, Ben.

When Goldsmith divorced Ginette to marry Annabel, he famously declared "When you marry your mistress, you create a vacancy" and proceeded to waste little time in filling it.

In 1981, he informed Annabel that he was re-locating to New York. She opted to stay in England with her children while he publicly flaunted his French mistress, Laure Boulay de la Meurthe.

If she was upset by this arrangement, she was too much of a lady - she is, after all, the daughter of the eighth Marquis of Londonderry - to let it show. And even today, she refuses to condemn her husband for his infidelity, a trait that makes her either a saint or a doormat.

"Perhaps I'm a bit of both," she muses, "but it's just the way I am."

In her book, Copper puts it more succinctly, when he says: "Mum's way of coping was not to discuss things. She would shut down all her feelings and carry on with whatever she had to do."

Lady Annabel agrees: "I think dogs do know if you have a sadness about you, or if something is not quite right.

"I don't often cry, but when I did, Copper was rather mortified and would come and sit very quietly and closely by me. A dog can be a very good judge of its owner's moods - they are sensitive to what's happening around them."

Today, Lady Annabel would appear to have little to cry about. She is surrounded by a loving family, adores the grandchildren with whom she spends a lot of time, and has six dogs for company.

An extremely wealthy widow - her fortune is estimated at £1.48 billion - she is still, at 72, a striking woman and it is easy to see why she was the darling of London's fashionable, rich, gambling Clermont set in the Sixties, which attracted such people as Lord Lucan, Lord Lambton, Claus von Bulow and Bobby Kennedy.

But despite her privileged, racy past - she was once described as 'a sort of Bet Lynch with a deposit account' (a reference to her wealth and impressive embonpoint) - she has no desire to become involved with a man again. "Oh, I'm far too old for that sort of thing," she protests.

"I will never fall in love again. I know this sounds ridiculous, but I'm a bit of a hermit these days. I'm delighted when people invite me out, but I'm just as happy to stay at home. My idea of absolute luxury is to lie in bed reading the papers, surrounded by my dogs."

Lady Annabel has remained close friends with her first husband, Mark Birley, and there were hopes that they might re-kindle their relationship after Sir Jimmy's death. But she insists that will never happen.

"I love Mark. He has been very ill and is in a wheelchair, so I do try to see him as much as I can. He is a wonderful man and we are very good friends, but it goes no further than that.

"Actually, it's rather nice not being at some man's beck and call any more. I think I'm quite independent now. I enjoy my own company, although I would be miserable if I didn't have my incredible family around me. My children have always been so supportive of me - they are quite amazing."

While she is happy to extol her children's virtues, she remains discreet about their personal lives, particularly the love life of her daughter, Jemima Khan.

It has been rumoured Jemima has been secretly engaged to actor Hugh Grant for several months, but her mother remains silent on the subject.

So does Hugh share Jemima's love of dogs?

Copper was originally given to Jemima by her parents as a reward for passing a school entrance exam and now her children, Sulaiman and Qasim, by her former husband, Imran Khan, are the proud owners of a Battersea Dogs' Home mongrel called Scruff, who divides his time between Jemima's home and that of Lady Annabel.

"I have absolutely no idea," she snaps, with a look that brooks no further query.

Moving on to safer territory, we talk about Copper, who died a year after Sir Jimmy. He was clearly a character, and Lady Annabel seems to have captured this in her book.

There are stories of him hopping on to buses to visit local pubs, and his habit of holding up one paw when crossing the road to give the impression of being lame so motorists would stop for him .

Once, he even got as far as Brighton with one of his offspring, Platypus. The pair were spotted wandering along the A3 by an antiques dealer who thought they were strays and took them home with her, before managing to contact their owner.

Copper led a legendary love life. There is one particularly hilarious account of him deflowering a pedigree poodle called Doll while Lady Annabel had to divert the bitch's somewhat snobbish owner's attention.

But his carousing came to an end when he ended up in court after biting a child who had been throwing sticks at him.

Lady Annabel was fined heavily and Copper had to be neutered to prevent him straying. But fearing that the court might order him to be put down, Lady Annabel hatched an escape plan with her brother, Alastair.

"If the magistrate had ordered Copper to be destroyed, the plan was for me to ring Alastair from outside the court. He would then drive like hell down to his home in Dorset with Copper - I was going to pretend to the magistrates that he had run away."

Eventually, though, Copper's luck ran out and, on one foggy day, he was hit on a road by a motorist driving too fast. Lady Annabel says: "It was a terrible shock. Somehow I'd thought Copper was almost invincible. He was getting a bit stiff and a bit deaf, but he still had a good couple of years left in him. His death was a massive blow.

"I love dogs, but I do try not to be too silly about them. One knows that dogs die, but you don't expect your child to die before you. You do get over the death of a dog, but you never get over the death of a child.

"I still think about Rupert (her first son, who disappeared off the coast of West Africa 20 years ago and was presumed drowned) every day and it makes me sad, whereas I think about Copper with a smile on my face."

The publication of her book about the dog coincided with another publication - that of royal butler Paul Burrell's latest book about Princess Diana.

Lady Annabel and the Princess were close friends and when Burrell was accused in court of stealing his late employer's possessions, Lady Annabel spoke up on his behalf. But since then, she has been horrified by what she sees as his betrayal of Diana.

"I was a supporter of Paul Burrell when I thought he was being unfairly treated, but I am appalled that he has written yet another book. I didn't read the first one and I certainly won't read this one.

"He should just leave her alone. It's not fair on her sons. I do think a dignified silence would have been better."

Just as Lady Annabel herself has always maintained about certain aspects of her own life.

COPPER: A Dog's Life, by Annabel Goldsmith, is published by Time Warner Books at £10.99.